Making an animation with a transparent background blender cycles render
Just render it out as a PNG sequence (with alpha) then take those files into Premiere as a sequence. 


In your render settings tab, make sure your dimensions/frame rate are correct.
in the output dropdown make sure you set a destination place, and make sure PNG is selected with alpha
Make sure you hit animation and NOT render when you are ready to render out all your frames. 




In Premiere make sure you click "image sequence" when bringing in your files.